+1,362.0%
AMAT vs VIG
+262.6%
+1,099.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.5% |
| 7D | +19.3% | +3.1% | +16.2% | +13.7% |
| 30D | -17.9% | +5.0% | -23.0% | -24.1% |
| 3M | -30.4% | +2.7% | -33.1% | -33.2% |
| 6M | -11.4% | +11.0% | -22.4% | -24.9% |
| YTD | +48.8% | +16.0% | +32.8% | +18.3% |
| 1Y | +66.0% | +16.3% | +49.8% | +31.8% |
| 3Y | +158.8% | +66.8% | +92.0% | +16.8% |
| 5Y | +153.2% | +64.8% | +88.4% | +21.5% |
| All | +1,362.0% | +262.6% | +1,099.4% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling